Anic Equity¶

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Total return since start: 0.694 %¶

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Equity now: -----------------------------> 51752.58 Kr¶

Max Equity ever reached: ------------> 51912.9 Kr¶

Portfolio value: --------------------------> 48546.16 Kr¶

PnL: ---------------------------------------> -534.01 Kr¶

DD now: ---------------------------------> -0.309 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 16:48:08.103695'

Anic Portfolio¶

Today¶

Return: 8.89 %¶

This Week¶

Return: 8.89 %¶

Total¶

Return: 69.425 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.270000 3348.000000 169.400000 5.330000 3178.600002
HMS Networks 2 -0.260000 778.000000 105.000000 15.600000 673.000000
Nordea Bank Abp 29 0.610000 3536.260000 82.260000 2.380000 3453.999992
HEBA B 70 -3.490000 2712.500000 76.500000 2.900000 2636.000010
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
SAAB B 8 -0.050000 3418.400000 41.400000 1.230000 3377.000000
Resurs Holding 22 -0.290000 608.300000 34.300000 5.980000 573.999998
AcadeMedia 12 2.030000 591.120000 34.120000 6.130000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -5.880000 384.400000 29.400000 8.280000 355.000000
Swedbank A 3 0.410000 591.750000 27.750000 4.920000 564.000000
OEM International B 7 0.510000 550.200000 22.200000 4.200000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.360000 577.500000 15.500000 2.760000 562.000005
Intrum 4 -1.130000 541.800000 14.800000 2.810000 527.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Securitas B 6 -1.390000 579.840000 9.840000 1.730000 570.000000
Corem Property Group B 59 -5.290000 581.150000 4.150000 0.720000 576.999999
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Midsona B 63 3.220000 585.900000 2.900000 0.500000 582.999984
Samhällsbyggnadsbo. i Norden D 12 -3.450000 248.160000 2.160000 0.880000 246.000000
Coor Service Management Hold. 8 -1.700000 531.600000 -0.400000 -0.080000 532.000000
Handelsbanken A 5 0.600000 543.500000 -2.500000 -0.460000 546.000000
Boozt 12 -2.080000 1635.600000 -18.400000 -1.110000 1653.999996
Fasadgruppen Group 38 2.850000 4119.200000 -20.600000 -0.500000 4139.799990
Sampo Oyj SDB 7 1.300000 3829.000000 -21.000000 -0.550000 3850.000000
CTEK 13 0.310000 511.160000 -22.840000 -4.280000 533.999999
Essity B 2 2.830000 549.500000 -24.500000 -4.270000 574.000000
International Petroleum Corp. 5 -0.700000 570.000000 -24.570000 -4.130000 594.565215
Beijer Electronics Group 27 5.610000 3051.000000 -31.800000 -1.030000 3082.800006
Essity A 4 2.610000 1102.000000 -47.000000 -4.090000 1149.000000
Vivesto 1368 0.790000 558.420000 -54.580000 -8.900000 612.999432
OX2 22 0.680000 1778.700000 -209.500000 -10.540000 1988.199994
Axfood 15 1.760000 4071.000000 -227.800000 -5.300000 4298.800005
Ovzon 64 -0.190000 3417.600000 -576.800000 -14.440000 3994.400000
TOTAL 48546.160000 -534.010000 -0.30882% 49080.164634

Updated:¶

'2023-01-30 16:48:21.324755'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶